2 years ago
#75006
geedigit
Multithreading/parallelization for MGCV summary function
I am fitting a gam using the MGCV package in R with the bam function (~60,000 samples) using 3 fixed effects and one random effect. The number of factors for the random effect is very high (several thousand). The model fits after ~4 hours. Until now, I have been running the summary function with the re.test argument set to false to examine the fixed effects. However, now I need to summarise the random effects and it takes a very long time (>24 hours).
I have a multicore CPU (64 cores). Is there any way to exploit parallelisation/multithreading for the summary.gam function much the same as the bam and predict.gam functions?
Model fit code is:
gam_model = bam(y ~ s(x1, k = -1) + s(x2, k = -1) + s(x3, k = -1) +
s(ID, bs = 're'),
family = 'gaussian',
data = dat,
method = "fREML",
select = FALSE,
nthreads = 64,
discrete = TRUE,
control = ctrl)
Setup specs are:
platform x86_64-pc-linux-gnu
arch x86_64
os linux-gnu
system x86_64, linux-gnu
status
major 3
minor 6.3
year 2020
month 02
day 29
svn rev 77875
language R
version.string R version 3.6.3 (2020-02-29)
nickname Holding the Windsock
I have browsed the summary.gam documentation and haven't found anything mentioning using more than one core for the summary.gam function.
r
parallel-processing
mgcv
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